0392950 20240103202624.520131111235959.9 000328806000012 10.1016/j.apm.2013.05.038 21 s. P cav_un_epca*02520560307-904X3724 (2013)9970-9984Elsevier probabilistic dynamic mixtures, probability density function state-space models recursive mixture estimation Bayesian dynamic decision making under uncertainty Kerridge inaccuracy cav_un_auth*0101167 Nagy Ivan Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Signal Processing Ústav teorie informace a automatizace AV ČR, v. v. i. cav_un_auth*0108105 Suzdaleva Evgenia Adaptivní systémy Department of Adaptive Systems AS AS UTIA-B Department of Signal Processing Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf TA01030123 GA TA ČR cav_un_auth*0271776 The paper proposes a recursive algorithm for estimation of mixtures with state-space components and a dynamic model of switching. Bayesian methodology is adopted. The main features of the presented approach are: (i) recursiveness that enables a real-time performance of the algorithm; (ii) one-pass elaboration of the data sample; (iii) dynamic nature of the model of switching active components; (iv) orientation at explicit solutions with exploitation of numerical procedures only in those parts which cannot be computed analytically; (v) systematic approach to the Bayesian mixture estimation theory. 2014 BC 2 RVO:67985556 http://hdl.handle.net/11104/0221975 ENGINEERINGMULTIDISCIPLINARY|MATHEMATICSINTERDISCIPLINARYAPPLICATIONS|MECHANICS 2.195 0.660 3.V 0.01986 0.632 6174 773 1.074 Q1 55.924 88.432 Q2 Q2 2013 000328806000012 WOS cav_un_epca*0252056 Applied Mathematical Modelling 0307-904X 1872-8480 Roč. 37 č. 24 2013 9970 9984 Elsevier